+87.5%
U vs TOST
+146.3%
-58.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +3.4% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | +27.6% | +16.2% | +11.4% | +17.4% |
| 3M | +15.3% | -1.5% | +16.9% | +15.6% |
| 6M | +96.4% | +55.3% | +41.1% | +54.4% |
| YTD | +19.6% | -2.3% | +21.9% | +18.3% |
| 1Y | +42.1% | -5.5% | +47.6% | +42.3% |
| 3Y | +87.5% | +151.1% | -63.6% | +5.0% |
| All | +87.5% | +146.3% | -58.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling